相关论文: On Residual norms in the Rayleigh-Ritz and refined…
We establish a general convergence theory of the Rayleigh--Ritz method and the refined Rayleigh--Ritz method for computing some simple eigenpair $(\lambda_{*},x_{*})$ of a given analytic regular nonlinear eigenvalue problem (NEP). In terms…
The method is based on the preliminary transformation of the traditionally used matrices or adjacency lists in the graph theory into refined projections free from redundant information, and their subsequent use in constructing shortest…
Various approaches to iterative refinement (IR) for least-squares problems have been proposed in the literature and it may not be clear which approach is suitable for a given problem. We consider three approaches to IR for least-squares…
We propose an abstract framework for analyzing the convergence of least-squares methods based on residual minimization when feasible solutions are neural networks. With the norm relations and compactness arguments, we derive error estimates…
Residual minimization is a widely used technique for solving Partial Differential Equations in variational form. It minimizes the dual norm of the residual, which naturally yields a saddle-point (min-max) problem over the so-called trial…
We provide sufficient conditions for norm convergence of various projection and reflection methods, as well as giving limiting examples regarding convergence rates.
Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random projections are extensively used as a dimension reduction tool…
For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…
We give a simple proof of the well known fact that the approximate eigenvalues provided by the Rayleigh-Ritz variational method are increasingly accurate upper bounds to the exact ones. To this end, we resort to the variational principle,…
We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…
We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…
In this paper we construct Ritz-type projectors with boundary interpolation properties in finite dimensional subspaces of the usual Sobolev space and we provide a priori error estimates for them. The abstract analysis is exemplified by…
The numerical solution of the algebraic Riccati equation is a challenging task especially for very large problem dimensions. In this paper we present a new algorithm that combines the very appealing computational features of projection…
Projected-search methods for bound-constrained optimization are based on performing a search along a piecewise-linear continuous path obtained by projecting a search direction onto the feasible region. A benefit of these methods is that…
In this work, we derive a priori error estimate of the mixed residual method when solving some elliptic PDEs. Our work is the first theoretical study of this method. We prove that the neural network solutions will converge if we increase…
A novel residual-type {\it a posteriori} error analysis technique is developed for multipoint flux mixed finite element methods for flow in porous media in two or three space dimensions. The derived {\it a posteriori} error estimator for…
A method of prediction is presented to aid compression of sequences of complex-valued samples. The focus is on using prediction to reduce the average magnitude of residual values after prediction (not on the subsequent compression of the…
A novel regression method is introduced and studied. The procedure weights squared residuals based on their magnitude. Unlike the classic least squares which treats every squared residual equally important, the new procedure exponentially…
Robust low-rank approximation under row-wise adversarial corruption can be achieved with a single pass, randomized procedure that detects and removes outlier rows by thresholding their projected norms. We propose a scalable, non-iterative…
A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…